Yuyi (Cherie) Pommier's Email

Assistant Vice President @ •Perform quantitative credit risk analysis, counterparty credit risk, credit risk stress testing and scenario analysis. •Participate in credit risk management projects. From August 2015 to Present (5 months) Greater New York City AreaSenior Analyst @ •Developed and calibrated credit rating models and scorecards for global-wide wholesale exposures. •Established constrained linear regression models and logistic regression models in R for Middle Market and Business Banking portfolios. •Prepared analytical documentations related to credit rating methodologies, including conceptual soundness reports and model development technical documentations. •Worked with various credit teams across CB, CIB, and Asset Managements to revise model methodologies and implemented new or re-calibrated credit rating scorecards. •Performed ad-hoc firm-wide and LOB-levels PD studies and empirical analysis on LGDs. From June 2014 to August 2015 (1 year 3 months) Associate @ •Conduct data mining and data quality check required for model development. •Assist in developing internal credit rating criteria, tools, and methodologies across the wholesale credit and structured asset classes. •Refine methodologies and processes for rating monitoring/validation and augment data capture requirements. •Work collaboratively with business partners within and outside of Risk Management to develop optimal approaches to the assignment and validation of internal ratings. From August 2013 to June 2014 (11 months) Analyst @ •Built and recalibrated credit rating scorecards for over 30 industries including non-bank financial institutions, broker / dealers, exploration and product, refining and marketing, non-profit healthcare, and government related entities. •Developed CapitalIQ Excel Plug-In for the commercial bank, corporate and non-bank financial institution scorecards. •Prepared and presented training materials for a variety of S&P Capital IQ products to both internal groups and external clients, covering Credit Health Panel, Insurance Markets, CreditStats, Capital IQ platform, and CapitalIQ Excel Plug-In. •Conducted an internal RAROC models validation project for a major regional bank with total assets above $110 billion USD under minimal supervision. Presented findings to senior managers and clients on a weekly basis. Initiated several solutions to better meet clients’ needs. •Strong analytical skill. Performed linear/non-linear regression analysis for benchmarks performance testing. Optimized results by using multi-objective optimization tool in Excel/VBA or Matlab. •Worked closely with other team members in quantitative projects related to risk rating parameter estimation, including rating estimates, probability of default (PD), loss given default (LGD), and exposure at default (EAD). •Worked on analytical reports related to PD and LGD methodologies, such as conceptual soundness report and model development report. Worked on various slides related to PD/LGD methodology. From September 2011 to 2013 (2 years) Summer Analyst @ •Conducted fundamental debt structure analysis on more than 20 municipal bond issuers, with a focus on cities and health care systems. •Constructed automated frameworks in Excel (VBA) and Matlab to forecast interest rate and the correlation between LIBOR and SIFMA for counterparty credit risk assessment under the Rebonato's yield curve model. From June 2011 to August 2011 (3 months)

MS, Financial Engineering @ New York University From 2010 to 2012 Bachelor of Arts, Economics @ SUNY New Paltz From 2005 to 2007 Physics @ Fuxing Senior High School From 2000 to 2003 Yuyi (Cherie) Pommier is skilled in: Financial Modeling, Quantitative Risk Analysis, Financial Statement Analysis, VBA, Matlab, R, SPSS, Statistics, Credit Risk, Analysis, Structured Finance, Quantitative Analytics